+999.4%
EMR vs KTOS
-68.9%
+1,068.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | -6.8% | -26.8% | +20.1% | -3.8% |
| 3M | +7.5% | -20.6% | +28.0% | +9.6% |
| 6M | +9.9% | -47.5% | +57.3% | +16.1% |
| YTD | +16.0% | -38.5% | +54.5% | +19.9% |
| 1Y | +12.4% | -31.0% | +43.4% | +14.4% |
| 3Y | +60.2% | +216.5% | -156.3% | +38.6% |
| 5Y | +67.9% | +105.7% | -37.8% | +48.5% |
| 10Y | +282.0% | +615.0% | -333.0% | +197.9% |
| All | +999.4% | -68.9% | +1,068.3% | +732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling